1.15Open1.60Pre Close1 Volume17 Open Interest9.00Strike Price115.00Turnover844.34%IV1.20%PremiumDec 27, 2024Expiry Date1.06Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.8263Delta0.2630Gamma7.06Leverage Ratio-1.6255Theta0.0000Rho-5.84Eff Leverage0.0003Vega